BibTeX record journals/fs/ChenG08

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@article{DBLP:journals/fs/ChenG08,
  author       = {Zhiyong Chen and
                  Paul Glasserman},
  title        = {Sensitivity estimates for portfolio credit derivatives using Monte
                  Carlo},
  journal      = {Finance Stochastics},
  volume       = {12},
  number       = {4},
  pages        = {507--540},
  year         = {2008},
  url          = {https://doi.org/10.1007/s00780-008-0071-y},
  doi          = {10.1007/S00780-008-0071-Y},
  timestamp    = {Wed, 22 Jul 2020 22:00:06 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/ChenG08.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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